Comparison of tail index estimators (Q4259394)
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scientific article; zbMATH DE number 1327233
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparison of tail index estimators |
scientific article; zbMATH DE number 1327233 |
Statements
Comparison of tail index estimators (English)
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23 August 1999
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extreme-value index
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asymptotic normality
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mean squared errors
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order statistics
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